• Title/Summary/Keyword: long-term wave data

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

Design and Implementation of 5G mmWave LTE-TDD HD Video Streaming System for USRP RIO SDR (USRP RIO SDR을 이용한 5G 밀리미터파 LTE-TDD HD 비디오 스트리밍 시스템 설계 및 구현)

  • Gwag, Gyoung-Hun;Shin, Bong-Deug;Park, Dong-Wook;Eo, Yun-Seong;Oh, Hyuk-Jun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.27 no.5
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    • pp.445-453
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    • 2016
  • This paper presents the implementation and design of the 1T-1R wireless HD video streaming systems over 28 GHz mmWave frequency using 3GPP LTE-TDD standard on NI USRP RIO SDR platform. The baseband of the system uses USRP RIO that are stored in Xilinx Kintex-7 chip to implement LTE-TDD transceiver modem, the signal that are transceived from USRP RIO up or down converts to 28 GHz by using self-designed 28 GHz RF transceiver modules and it is finally communicated HD video data through self-designed $4{\times}8$ sub array antennas. It is that communication method between USRP RIO and Host PC use PCI express ${\times}4$ to minimize delay of data to transmit and receive. The implemented system show high error vector magnitude performance above 25.85 dBc and to transceive HD video in experiment environment anywhere.

The innovation diffusion and neighbors in the 4th wave through Dubai-city (두바이 도시혁신에 따른 주변국가의 4차산업 혁신확산)

  • Seo, Dae-Sung;Kim, Dong-Hwa
    • The Journal of Industrial Distribution & Business
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    • v.9 no.12
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    • pp.55-61
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    • 2018
  • Purpose - It suggests that making a policy and strategies for a way of Dubai has a strong priority strategy on science and technology by using much oil dollars to prepare risk when oil dollar's decrease. This has been now investigated how the leading innovator has changed the periphery countries. Research design, data, and methodology - Analyze policy, status, what other neighbouring Middle East countries also want to benchmark a successful case of a leading Dubai strategy. Higher manpower is needed absolutely to develop S&T. and etc. Dubai and Arab countries establish university to nurture as well as invite the talented manpower from overseas to recover deficient manpower. Dubai built totally academy city and invited branch of the overseas famous university, and Saudi Arabia built university(KAUST) and invite faculty and support good scholarship for students. Abrab countries especially, This is studied the process of differentiating and integrating the migrant workers of these cities into the globalized cities. This has resulted in large-scale employment for foreign and local companies in these cities and the spread of science and innovation. Results - Dubai supports venture or SMEs by using a strong priority strategy and attracts foreigner's investor, with which the neighbouring countries have been preparing together for 4th wave. It demonstrates that the gravitational model has been activated from neighboring countries of innovation science to create Dubai's hub. The maturity of long-term urban innovation is related to innovation capability through the national response and review. As a result, the flow of skilled international migration has been localized because of the mutual intersection with the local employment structure, and the development has spread as it spreads to neighboring countries. Conclusion - For the exploiting of new Distribution market in the neighbouring countries, Middle East countries' a strong priority strategy on S&T and education system give an influence on economic situation of the 4th wave in the world and world order of leading by USA, Japan, or EU, and etc. This is due to the creation of clusters in the form of SEZs, friendly industrial policies and world-class infrastructure and innovation development. Its neighbours benchmark the cases of distribution of science innovation and centralizes the surrounding people.

Topographic Variability during Typhoon Events in Udo Rhodoliths Beach, Jeju Island, South Korea (제주 우도 홍조단괴해빈의 태풍 시기 지형변화)

  • Yoon, Woo-Seok;Yoon, Seok-Hoon;Moon, Jae-Hong;Hong, Ji-Seok
    • Ocean and Polar Research
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    • v.43 no.4
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    • pp.307-320
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    • 2021
  • Udo Rhodolith Beach is a small-scale, mixed sand-and-gravel beach embayed on the N-S trending rocky coast of Udo, Jeju Island, South Korea. This study analyzes the short-term topographic changes of the beach during the extreme storm conditions of four typhoons from 2016 to 2020: Chaba (2016), Soulik (2018), Lingling (2019), and Maysak (2020). The analysis uses the topographic data of terrestrial LiDAR scanning and drone photogrammetry, aided by weather and oceanographic datasets of wind, wave, current and tide. The analysis suggests two contrasting features of alongshore topographic change depending on the typhoon pathway, although the intensity and duration of the storm conditions differed in each case. During the Soulik and Lingling events, which moved northward following the western sea of the Jeju Island, the northern part of the beach accreted while the southern part eroded. In contrast, the Chaba and Maysak events passed over the eastern sea of Jeju Island. The central part of the beach was then significantly eroded while sediments accumulated mainly at the northern and southern ends of the beach. Based on the wave and current measurements in the nearshore zone and computer simulations of the wave field, it was inferred that the observed topographic change of the beach after the storm events is related to the directions of the wind-driven current and wave propagation in the nearshore zone. The dominant direction of water movement was southeastward and northeastward when the typhoon pathway lay to the east or west of Jeju Island, respectively. As these enhanced waves and currents approached obliquely to the N-S trending coastline, the beach sediments were reworked and transported southward or northward mainly by longshore currents, which likely acts as a major control mechanism regarding alongshore topographic change with respect to Udo Rhodolith Beach. In contrast to the topographic change, the subaerial volume of the beach overall increased after all storms except for Maysak. The volume increase was attributed to the enhanced transport of onshore sediment under the combined effect of storm-induced long periodic waves and a strong residual component of the near-bottom current. In the Maysak event, the raised sea level during the spring tide probably enhanced the backshore erosion by storm waves, eventually causing sediment loss to the inland area.

Development of a Numerical Model to Analyze the Formation and Development Process of River Mouth Bars (하구사주의 생성 및 발달을 해석하기 위한 수치모델의 개발)

  • Kim, Yeon-Joong;Woo, Joung-Woon;Yoon, Jong-Sung;Kim, Myoung-Kyu
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.33 no.6
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    • pp.308-320
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    • 2021
  • An integrated sediment management approach that includes the recovery of the amount of declined sediment supply is effective as a fundamental solution to coastal erosion. During planning, it is essential to analyze the transfer mechanism of the sediments generated from estuaries (the junction between a river and sea) to assess the amount and rate of sediment discharge (from the river to sea) supplied back to the coast. Although numerical models that interpret the tidal sand bar flushing process during flooding have been studied, thus far, there has been no study focusing on the formation and development processes of tidal sand bars. Therefore, this study aims to construct wave deformation, flow regime calculation, and topographic change analysis models to assess the amount of recovered sediment discharge and reproduce the tidal sand bar formation process through numerical analysis for integrated littoral drift management. The tidal sand bar formation process was simulated, and the wave energy and duration of action concepts were implemented to predict the long-term littoral movement. The river flux and wave conditions during winter when tidal sand bars dominantly develop were considered as the external force conditions required for calculation. The initial condition of the topographic data directly after the Maeupcheon tidal sand bar flushing during flooding was set as the initial topography. Consequently, the tidal sand bar formation and development due to nearshore currents dependent on the incident wave direction were reproduced. Approximately 66 h after the initial topography, a sand bar formation was observed at the Maengbang estuary.

The Impact of Corporate Product Innovation on the Firm's Revenue and Financial Stability (제품혁신이 기업의 수익 및 재무안정성에 미치는 영향)

  • Lim, Dong-Geon;Jung, Jin Hwa
    • Journal of Technology Innovation
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    • v.25 no.4
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    • pp.239-261
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    • 2017
  • This paper analyzes how corporate product innovation affects firms' revenue and financial stability, and thereby draws the implications for the corporate strategy for sustainable growth. Corporate product innovation is defined as the development of new products within the firm, including bought-in products. Corporate revenue is measured by per capita sales and its growth rate, while financial stability is measured by debt-to-equity ratio and liquidity ratio. In the empirical analysis, the two-stage estimation method was used to control for the endogeneity of new product development. The data are drawn from the first (2005) to the sixth (2015) wave of the Human Capital Corporate Panel (HCCP) Survey, which are matched to the data from the Korea Investors Service (KIS). The results of the first-stage estimation indicate that product innovation of the firm is promoted by the firm's knowledge capital stock, human resources investment, and market-leading strategy. The second-stage estimation results indicate a positive relationship between the firm's level of activity in product innovation and short-term revenue (per capita sales and its growth), and financial stability (lower debt-to-equity ratio and higher liquidity ratio). These findings confirm that the firm's investment in technology innovation and subsequent product innovation are important strategies to enhance both short-term corporate revenue and long-term financial stability.

Marine Heat Waves Detection in Northeast Asia Using COMS/MI and GK-2A/AMI Sea Surface Temperature Data (2012-2021) (천리안위성 해수면온도 자료 기반 동북아시아 해수고온탐지(2012-2021))

  • Jongho Woo;Daeseong Jung;Suyoung Sim;Nayeon Kim;Sungwoo Park;Eun-Ha Sohn;Mee-Ja Kim;Kyung-Soo Han
    • Korean Journal of Remote Sensing
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    • v.39 no.6_1
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    • pp.1477-1482
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    • 2023
  • This study examines marine heat wave (MHW) in the Northeast Asia region from 2012 to 2021, utilizing geostationary satellite Communication, Ocean, and Meteorological Satellite (COMS)/Meteorological Imager sensor (MI) and GEO-KOMPSAT-2A (GK-2A)/Advanced Meteorological Imager sensor (AMI) Sea Surface Temperature (SST) data. Our analysis has identified an increasing trend in the frequency and intensity of MHW events, especially post-2018, with the year 2020 marked by significantly prolonged and intense events. The statistical validation using Optimal Interpolation (OI) SST data and satellite SST data through T-test assessment confirmed a significant rise in sea surface temperatures, suggesting that these changes are a direct consequence of climate change, rather than random variations. The findings revealed in this study serve the necessity for ongoing monitoring and more granular analysis to inform long-term responses to climate change. As the region is characterized by complex topography and diverse climatic conditions, the insights provided by this research are critical for understanding the localized impacts of global climate dynamics.

Asset Effects on Depression among Older Adults: Focusing on the Mediation Effects of Social Activities (노인의 자산이 우울에 미치는 영향: 사회활동의 매개효과를 중심으로)

  • Kang, Sion;Han, Chang-Keun
    • 한국노년학
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    • v.37 no.2
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    • pp.415-430
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    • 2017
  • This study aims to examine whether assets matter for depression among older adults and whether the relationship between assets and depression is mediated by social activities. The research questions are based on asset effect theory, stakeholder theory, and activity theory. This study used the 5th wave of KLoSA data which is a nationally representative data in Korea. Research findings are summarized as follows: First, we found the negative relationship between assets and depression of older adults. Second, The relationship between assets and depression was partially mediated by social activities of older adults. The findings suggest that older adults with assets are more likely to participate in social activities and accordingly their depression is likely to decline. Based on the empirical findings, we can propose that asset-building programs targeting older adults should be developed and that the financial education and saving chances should be given to middle-aged adults who need to prepare old age in the long-term perspective.

Wave Simulation for Submarine Cable Route of Southwest Sea Offshore Wind Farm Using the SWAN Model (SWAN 모델을 이용한 서남해 해상풍력단지 해저케이블 경과지의 파랑 수치모의)

  • Ryu, Hwang-Jin;Kim, Sang-Ho;Kwoun, Chul-Hui;Cho, Kwang-Woo;Maeng, Jun-Ho
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.21 no.5
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    • pp.583-590
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    • 2015
  • Submarine cable installation is essentials for grid connection between existing power grid and newly produced electricity which will be from offshore wind farm in Southwest sea area of Korea. Especially, submarine cable route and protection method is designed in order to ensure the economical efficiency, workability and stability of submarine cable installation. On this paper, we will give the basic information about the submarine cable route and protection method of offshore wind farm which will be built in Southwest sea area of Korea. For this, we have a numerical simulation at high and low tide based on the third-generation wave model SWAN(Simulating WAves Nearshore) using the long term wave data from Korea Institute of Ocean Science and Technology(KIOST). The results of the study, year mean Hs is 1.03m, Tz is 4.47s and dominant wave direction is NW and SSW When the incident wave direction is NW(Hs: 7.0 m, Tp: 11.76s), the distribution of shallow water design wave height Hs was calculated about 4.0~5.0m at high tide and 2.0~3.0m at low tide. When the incident wave direction is SSW(Hs: 5.84 m, Tp: 11.15s), the distribution of shallow water design wave height Hs was calculated about 3.5~4.5m at high tide and 1.5~2.5m at low tide. The wave direction on a dominant influence in the section of longitude UTM 249749~251349(about 1.6 km) and UTM 251549~267749(about 16.2 km) in the submarine cable route are each NW and SSW. Prominently, wave focusing phenomenon appears between Wi-do and Hawangdeung-do, in this sea area is showing a relatively high wave hight than the surrounding sea areas.

Design of Performance Monitoring System for eLoran Time Synchronization Service (eLoran 시각동기 성능 모니터링 시스템 설계)

  • Seo, Kiyeol;Son, Pyo-Woong;Han, Younghoon;Park, Sang-Hyun;Lee, Jong-Cheol
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.6
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    • pp.815-821
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    • 2021
  • This study addresses on the design of performance monitoring system for the time synchronization service of the enhanced long-range navigation (eLoran) system, which has a representative ground-wave radio broadcast system capable of providing positioning, navigation, timing and data (PNT&D) services. The limitations of time-synchronized systems due to the signal vulnerabilities of the global navigation satellite system (GNSS) are explained, and the performance monitoring system for the eLoran timing service as a backup to the GNSS is proposed. The time synchronization service using eLoran system as well as system configurations and the user requirements in the differential Loran (dLoran) system are described to monitor the time synchronization performance. The results of the designed system are presented for long-term operation in the eLoran testbed environment. As the results of time performance monitoring, we were able to verify the time synchronization precision within 43.71 ns without corrections, 22.52 ns with corrections. Based on these results, the eLoran system can be utilized as a precise time synchronization source for GPS timing backup.